Correlation
The correlation between JFIVX and DFSTX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
JFIVX vs. DFSTX
Compare and contrast key facts about John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) and DFA U.S. Small Cap Portfolio (DFSTX).
JFIVX is managed by John Hancock. It was launched on Nov 4, 2012. DFSTX is managed by Dimensional Fund Advisors LP. It was launched on Mar 19, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JFIVX or DFSTX.
Performance
JFIVX vs. DFSTX - Performance Comparison
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Key characteristics
JFIVX:
0.72
DFSTX:
0.12
JFIVX:
1.02
DFSTX:
0.33
JFIVX:
1.15
DFSTX:
1.04
JFIVX:
0.67
DFSTX:
0.10
JFIVX:
2.54
DFSTX:
0.28
JFIVX:
4.95%
DFSTX:
9.10%
JFIVX:
19.78%
DFSTX:
23.66%
JFIVX:
-33.81%
DFSTX:
-63.18%
JFIVX:
-3.51%
DFSTX:
-13.12%
Returns By Period
In the year-to-date period, JFIVX achieves a 0.92% return, which is significantly higher than DFSTX's -5.17% return. Over the past 10 years, JFIVX has outperformed DFSTX with an annualized return of 12.51%, while DFSTX has yielded a comparatively lower 4.81% annualized return.
JFIVX
0.92%
6.27%
-1.52%
14.04%
14.08%
15.59%
12.51%
DFSTX
-5.17%
5.83%
-12.49%
2.89%
4.89%
11.59%
4.81%
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JFIVX vs. DFSTX - Expense Ratio Comparison
JFIVX has a 0.30% expense ratio, which is higher than DFSTX's 0.27% expense ratio.
Risk-Adjusted Performance
JFIVX vs. DFSTX — Risk-Adjusted Performance Rank
JFIVX
DFSTX
JFIVX vs. DFSTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) and DFA U.S. Small Cap Portfolio (DFSTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
JFIVX vs. DFSTX - Dividend Comparison
JFIVX's dividend yield for the trailing twelve months is around 2.17%, more than DFSTX's 1.14% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFIVX John Hancock Variable Insurance Trust 500 Index Trust | 2.17% | 2.19% | 2.44% | 5.19% | 5.17% | 3.38% | 2.97% | 3.25% | 2.80% | 3.20% | 2.74% | 1.22% |
DFSTX DFA U.S. Small Cap Portfolio | 1.14% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.31% | 5.16% | 4.92% | 3.42% | 6.33% | 3.74% |
Drawdowns
JFIVX vs. DFSTX - Drawdown Comparison
The maximum JFIVX drawdown since its inception was -33.81%, smaller than the maximum DFSTX drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for JFIVX and DFSTX.
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Volatility
JFIVX vs. DFSTX - Volatility Comparison
The current volatility for John Hancock Variable Insurance Trust 500 Index Trust (JFIVX) is 4.84%, while DFA U.S. Small Cap Portfolio (DFSTX) has a volatility of 6.23%. This indicates that JFIVX experiences smaller price fluctuations and is considered to be less risky than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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